SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
On the Dynamic Properties of Asymmetric Models of Real GNP
14 references·5 citing·27 second hop
On the Dynamic Properties of Asymmetric Models of Real GNP (1997)On the Dynamic Properties of Asymmetric M…A nonlinear approach to US GNP (1995)A nonlinear approach to US GNPNonlinear Dynamic Structures (1993)Nonlinear Dynamic StructuresDo recessions permanently change output? (1993)Do recessions permanently cha…Cyclical Patterns in the Variance of Economic Activity (1993)Cyclical Patterns in the Vari…BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK (1993)BUSINESS CYCLE ASYMMETRY: A D…Are Higher Levels of Inflation Less Predictable? A State-Dependent Conditional Heteroscedasticity Approach (1993)Are Higher Levels of Inflatio…Characterizing nonlinearities in business cycles using smooth transition autoregressive models (1992)Characterizing nonlinearities…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications (1989)Seminonparametric Estimation …A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Are Economic Time Series Asymmetric over the Business Cycle? (1984)Are Economic Time Series Asym…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach (2023)Does exchange rate volatility…A New Class of Nonlinear Time Series Models for the Evaluation of DSGE Models (2012)A New Class of Nonlinear Time…Is the Great Moderation Ending?——UK and US Evidence (2010)Is the Great Moderation Endin…Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models (2005)Detecting Business Cycle Asym…On Business Cycle Asymmetries in G7 Countries (2004)On Business Cycle Asymmetries…Trends and random walks in macroeconmic time series (1982)How Big Is the Random Walk in GNP? (1988)The Asymmetric Effects of Monetary Policy: A Nonlinear Vector Autoregression Approach (1999)How Business Cycles Contribute to Private-Label Success: Evidence from the United States and Europe (2006)Quantile cointegrating regression (2008)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Introductory Econometrics for Finance (2008)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Testing the adequacy of smooth transition autoregressive models (1996)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? (2003)The General Theory of Employment (1937)Short-run equilibrium dynamics of unemployment vacancies, and real wages (1985)Rational-expectations econometric analysis of changes in regime (1988)Detrending and business cycle facts (1998)Sample Splitting and Threshold Estimation (2000)Spatial Market Integration in the Presence of Threshold Effects (2001)Analysis of Financial Time Series (2006)Econometric Analysis of Cross Section and Panel Data (2001)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
  • 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
  • 1993BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK580 cited
  • 1995A nonlinear approach to US GNP562 cited
  • 1993Do recessions permanently change output?478 cited
  • 1989Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications440 cited
  • 1993Nonlinear Dynamic Structures437 cited
  • 1993Are Higher Levels of Inflation Less Predictable? A State-Dependent Conditional Heteroscedasticity Approach172 cited
  • 1993Cyclical Patterns in the Variance of Economic Activity92 cited

Cited by

  • 2004

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

On Business Cycle Asymmetries in G7 Countries
32 cited
  • 2023Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach29 cited
  • 2005Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models27 cited
  • 2010Is the Great Moderation Ending?——UK and US Evidence22 cited
  • 2012A New Class of Nonlinear Time Series Models for the Evaluation of DSGE Models18 cited